Bank of America Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.00%
decreased by 0.20%
1 Week
22.34%
increased by 0.14%
1 Month
23.57%
increased by 1.37%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 12.19 | |
| 0.0367 | 14.55 | |
| 0.9163 | 499.60 | |
| 0.0740 | 12.44 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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